Lo/Li: "Traveling with the royal procession, may no longer be an option."
Lo/Li(which ever one didn't say above line): "May no longer be wise..."
both Lo and Li: "If you hope to keep the element of surprise..."
(Azula, To Lo and Li) "You're right, the royal procession is dead weight. If I want to catch my prey, I must be agile, nimble...I need a small elite team...I think it's time I visit some old friends..." *old friends= Ty Lee and Mai*
Thus Ozai's Angels became just that.